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Schätzung
Valuation
987
valuation
867
options
415
Options
393
Theorie
250
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237
Optionspreistheorie
226
Option pricing theory
220
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187
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futures
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Todorov, Viktor
4
Funke, Michael
3
Gagnon, Marie-Hélène
3
Power, Gabriel J.
3
Bollerslev, Tim
2
Loermann, Julius
2
Mateus, Cesario
2
Moessner, Richhild
2
Prokopczuk, Marcel
2
Sala, Carlo
2
Toupin, Dominique
2
Wese Simen, Chardin
2
Abedini, Bizhan
1
Alexandridis, Antonios K.
1
Anselmi, Giulio
1
Ap Gwilym, Owain
1
Apergis, Iraklis
1
Askari, Hesam Masoompoor
1
Aucejo, Esteban
1
Badshah, Ihsan Ullah
1
Bakens, Jessie
1
Baran, Jaroslav
1
Barone-Adesi, Giovanni
1
Bates, David S.
1
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1
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1
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Borochin, Paul
1
Chang, Chia-Lin
1
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1
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1
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1
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1
Cici, Gjergji
1
Dempsey, Michael
1
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1
Echterling, Fabian
1
Eierle, Brigitte
1
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Journal of banking & finance
3
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3
Journal of financial economics
3
The European journal of finance
3
Journal of financial markets
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Staff reports / Federal Reserve Bank of New York
2
The journal of derivatives : JOD
2
Working papers / Bank for International Settlements
2
ADB economics working paper series
1
Abacus : a journal of accounting, finance and business studies
1
Annual review of financial economics
1
Applied economics
1
Applied mathematical finance
1
Business analyst : a refereed journal of Shri Ram College of Commerce
1
CESifo Working Paper
1
Cahier de recherche
1
China finance review international
1
Discussion papers / CEPR
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
E-Finanse : finansowy kwartalnik internetowy
1
Economic research
1
Economics letters
1
Finance research letters
1
Future Business Journal
1
Global business review
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
1
International Journal of Financial Studies : open access journal
1
International journal of economic perspectives : IJEP
1
International journal of economics and business research : IJEBR
1
International journal of forecasting
1
International review of economics & finance : IREF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
Job market paper
1
Journal of applied econometrics
1
Journal of business economics : JBE
1
Journal of economic geography
1
Journal of empirical finance
1
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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ECONIS (ZBW)
70
EconStor
1
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1
Extracting leading indicators of bank fragility from market prices : Estonia focus
Chen, Yu-Fu
;
Funke, Michael
;
Männasoo, Kadri
-
2006
Banking reform has proved to be one of the most problematic elements of economic transition in central and Eastern Europe. Therefore the paper considers the development of the Estonian banking sector and derives individual banks´ fragility scores during transition. To this end we use...
Persistent link: https://www.econbiz.de/10010271924
Saved in:
2
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
3
Stock market momentum, business conditions, and GARCH option pricing models
Chiang, Min-Hsien
;
Huang, Hsin-yi
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 488-505
Persistent link: https://www.econbiz.de/10009302078
Saved in:
4
Do Aussie markets smile? : implied volatility functions and determinants
Tanha, Hassan
;
Dempsey, Michael
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3143-3163
Persistent link: https://www.econbiz.de/10011289355
Saved in:
5
Implied idiosyncratic volatility and stock return predictability
Mateus, Cesario
;
Konsilp, Worawuth
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 338-352
Persistent link: https://www.econbiz.de/10011312407
Saved in:
6
The option to stock volume ratio and future returns
Johnson, Travis L.
;
So, Eric
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 262-286
Persistent link: https://www.econbiz.de/10009666658
Saved in:
7
What makes volatility smile? : an empirical investigation of implied volatility functions in Indian market
Inder, Shivani
;
Pasricha, J. S.
- In:
Business analyst : a refereed journal of Shri Ram …
36
(
2015
)
1
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011533053
Saved in:
8
Does the pricing kernel anomaly reflect forward looking beliefs?
Sala, Carlo
-
2015
precision parameter of the DP process is calibrated to the amount of trading activity in deep-out-of-the-money
options
. We use …
Persistent link: https://www.econbiz.de/10011506354
Saved in:
9
Differences in trading and pricing between stock and index
options
Lemmon, Michael L.
;
Ni, Sophie Xiaoyan
- In:
Management science : journal of the Institute for …
60
(
2014
)
8
,
pp. 1985-2001
Persistent link: https://www.econbiz.de/10010403590
Saved in:
10
Option-implied term structures
Vogt, Erik
-
2014
The illiquidity of long-maturity
options
has made it difficult to study the term structures of option spanning … long-maturity illiquidity. By building a sieve estimator around the risk-neutral
valuation
equation, the framework …
Persistent link: https://www.econbiz.de/10010459730
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